+317.3%
DIA vs ALLE
+331.3%
-14.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -2.3% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | 0.0% | +20.6% | -20.6% | -7.9% |
| 3M | -4.9% | +11.4% | -16.3% | -9.6% |
| 6M | +5.0% | +42.5% | -37.5% | -10.6% |
| YTD | +8.2% | +18.9% | -10.7% | -1.2% |
| 1Y | +10.3% | +14.2% | -3.9% | +2.5% |
| 3Y | +58.4% | +90.7% | -32.3% | +14.4% |
| 5Y | +54.3% | +52.5% | +1.9% | +20.6% |
| 10Y | +248.6% | +231.2% | +17.4% | +92.3% |
| All | +317.3% | +331.3% | -14.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling